+237.4%
MP vs FIVE
+125.5%
+111.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.3% | -1.8% | -4.5% |
| 7D | -19.0% | -1.7% | -17.2% | -18.6% |
| 30D | -30.5% | +14.9% | -45.4% | -34.1% |
| 3M | -29.6% | +7.6% | -37.2% | -31.9% |
| 6M | -50.4% | +6.4% | -56.8% | -52.2% |
| YTD | -33.2% | +28.1% | -61.3% | -40.2% |
| 1Y | -38.6% | +54.7% | -93.3% | -48.7% |
| 3Y | +105.5% | +36.1% | +69.4% | +69.3% |
| 5Y | -7.8% | +14.9% | -22.7% | -20.6% |
| All | +237.4% | +125.5% | +111.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling